Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments

DOI10.1016/j.matpur.2011.09.009zbMath1246.35029arXiv1103.2814MaRDI QIDQ414408

Panagiotis E. Souganidis, Scott N. Armstrong

Publication date: 11 May 2012

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.2814

zbMATH Keywords

effective Hamiltonian; viscous Hamilton-Jacobi equations, Bellman equations, Poisson potential

Mathematics Subject Classification ID

60K37: Processes in random environments

35B27: Homogenization in context of PDEs; PDEs in media with periodic structure

35F21: Hamilton-Jacobi equations

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